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Conditional vs. unconditional efficiency in beta forecasting : methods and evidence

by: Lee, Cheng F; Newbold, Paul; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research

Publication date: 1982

Topics: Economics

Publisher: [Urbana, Ill.] : College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign

Collection: university_of_illinois_urbana-champaign; americana

Contributor: University of Illinois Urbana-Champaign

Language: English

Volume: BEBR No.885

"We are grateful for the research assistantship support from the University Research Board, University of Illinois at Urbana-Champaign."

Includes bibliographical references (p. 19)

Addeddate: 2011-03-14 15:46:11

Associated-names: Newbold, Paul; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research